Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.709 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52201.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45191.39 Kr¶

PnL: ---------------------------------------> -885.61 Kr¶

DD now: ---------------------------------> -1.729 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:08:23.699771'

Anic Portfolio¶

Today¶

Return: -0.641 %¶

This Week¶

Return: -1.629 %¶

Total¶

Return: 70.896 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 49 3.300000 659.050000 20.050000 3.140000 638.999984
Sedana Medical 135 0.440000 4338.900000 18.900000 0.440000 4320.000000
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
Creades A 7 0.000000 612.500000 1.500000 0.250000 610.999998
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
BONESUPPORT HOLDING 10 -0.080000 1224.000000 0.000000 0.000000 1224.000000
Investor B 3 -0.270000 653.700000 -1.800000 -0.270000 655.500000
Latour B 2 0.130000 446.000000 -3.000000 -0.670000 449.000000
Addnode Group B 6 -0.560000 745.800000 -4.200000 -0.560000 750.000000
Biotage 4 -0.990000 598.000000 -5.000000 -0.830000 603.000000
Addtech B 3 -0.600000 693.000000 -7.000000 -1.000000 699.999999
Sampo Oyj SDB 1 0.610000 498.000000 -7.000000 -1.390000 505.000000
NCC B 7 0.270000 646.800000 -7.200000 -1.100000 653.999997
SynAct Pharma 9 -1.260000 637.200000 -7.800000 -1.210000 645.000003
Profoto Holding 7 0.000000 574.000000 -8.000000 -1.370000 581.999999
Fortnox 10 0.310000 657.000000 -11.000000 -1.650000 668.000000
Indutrade 5 -0.300000 1309.000000 -11.000000 -0.830000 1320.000000
Humana 40 -0.240000 660.000000 -14.000000 -2.080000 674.000000
Embracer Group B 26 -0.420000 647.400000 -14.600000 -2.210000 661.999988
Sdiptech B 3 -0.370000 807.000000 -15.000000 -1.820000 822.000000
NCC A 6 -3.210000 579.600000 -19.400000 -3.240000 598.999998
Xvivo Perfusion 3 0.000000 823.500000 -21.500000 -2.540000 845.000001
Vitrolife 3 -1.190000 645.600000 -31.400000 -4.640000 677.000001
Volati 5 0.370000 542.000000 -32.000000 -5.570000 574.000000
Lundin Gold 7 -0.600000 935.200000 -38.800000 -3.980000 973.999999
Lime Technologies 2 0.000000 545.000000 -48.000000 -8.090000 593.000000
Investor A 16 -0.270000 3494.400000 -50.600000 -1.430000 3545.000000
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Ambea 68 -0.820000 2480.640000 -56.360000 -2.220000 2537.000032
Balco Group 39 -1.270000 1813.500000 -61.500000 -3.280000 1874.999997
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 20 -0.160000 3808.000000 -108.000000 -2.760000 3916.000000
Bactiguard Holding B 37 -8.600000 2752.800000 -207.200000 -7.000000 2960.000000
TOTAL 45191.390000 -885.610000 -1.72892% 46076.999938

Updated:¶

'2023-06-09 09:08:37.800276'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶